+3,340.1%
V vs WFC
+343.2%
+2,996.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -1.3% | -1.1% | -1.9% |
| 30D | +9.5% | +3.6% | +5.9% | +8.2% |
| 3M | +17.5% | -1.3% | +18.8% | +17.9% |
| 6M | +32.2% | +18.0% | +14.2% | +24.6% |
| YTD | +22.3% | -5.9% | +28.2% | +23.7% |
| 1Y | +26.8% | +1.8% | +25.0% | +24.9% |
| 3Y | +77.5% | +125.0% | -47.5% | +30.9% |
| 5Y | +110.1% | +92.0% | +18.1% | +60.8% |
| 10Y | +458.8% | +117.9% | +340.9% | +284.6% |
| All | +3,340.1% | +343.2% | +2,996.9% | +1,640.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling